-39.9%
LUMN vs CLBK
+43.5%
-83.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +2.5% | -1.5% | +4.0% | +3.4% |
| 30D | +10.3% | -1.0% | +11.4% | +10.9% |
| 3M | -18.3% | +22.9% | -41.2% | -28.5% |
| 6M | +4.4% | +44.2% | -39.8% | -17.4% |
| YTD | -10.7% | +64.0% | -74.7% | -35.4% |
| 1Y | +14.0% | +65.7% | -51.7% | -18.5% |
| 3Y | +406.6% | +54.1% | +352.5% | +285.2% |
| All | -39.9% | +43.5% | -83.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling